Monte Carlo Experiments Using gretl: A Primer
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References listed on IDEAS
- Donggyu Sul & Peter C. B. Phillips & Chi-Young Choi, 2005.
"Prewhitening Bias in HAC Estimation,"
Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 67(4), pages 517-546, August.
- Sul, Donggyu & Phillips, Peter & Choi, Chi-Young, 2003. "Prewhitening Bias in HAC Estimation," Working Papers 141, Department of Economics, The University of Auckland.
- Peter C.B. Phillips & Chi-Young Choi & Donggyu Sul, 2004. "Prewhitening Bias in HAC Estimation," Yale School of Management Working Papers ysm426, Yale School of Management.
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More about this item
KeywordsMonte Carlo; econometrics; gretl; simulations;
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
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